Back to 14.2 Problems on Conditional Expectation, Regression

14.2 Exercise 10

Avg difficulty 2.5

(See Exercise 21 from " Problems On Random Vectors and Joint Distributions", Exercise 31 from "Problems on Mathematical Expectation", and Exercise 29 from "Problems on Variance, Covariance, Linear Regression"). fXY(t,u)=213(t+2u)f_{X Y} \left(t , u\right) = \frac{2}{13} \left(t + 2 u\right), for 0≤t≤20 \leq t \leq 2, 0≤u≤min{2t,3-t}0 \leq u \leq \min \left\{2 t , 3 - t\right\}.

The regression line of Y on X is u=-0.1359t+1.0839u = - 0 . 1359 t + 1 . 0839.

f X ( t ) = I [ 0 , 1 ] ( t ) 12 13 t 2 + I ( 1 , 2 ] ( t ) 6 13 ( 3 - t ) f_{X} \left(t\right) = I_{\left[0 , 1\right]} \left(t\right) \frac{12}{13} t^{2} + I_{\left(1 , 2\right]} \left(t\right) \frac{6}{13} \left(3 - t\right)

Pfeiffer, Applied Probability, 14.2 Problems on Conditional Expectation, Regression, exercise 10

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.